Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Peskir, G. (2006) The Wiener disorder problem with finite horizon. Stochastic Processes and Their Applications, 116 (12). pp. 1770-1791. ISSN 0304-4149
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Identification Number: 10.1016/j.spa.2006.04.005
Item Type: | Article |
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Official URL: | http://www.sciencedirect.com/science/journal/03044... |
Additional Information: | © 2006 Elsevier |
Divisions: | Mathematics |
Subjects: | H Social Sciences > HA Statistics |
Date Deposited: | 29 Jan 2008 |
Last Modified: | 01 Nov 2024 05:17 |
URI: | http://eprints.lse.ac.uk/id/eprint/3223 |
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